Abstract
The problem of processing of measurements containing dynamic observation noise is solved. The obtained method is invariant to piecewise continuous noise of the deterministic structure with unknown parameters. The method does not require an extension of the state space and provides higher efficiency of solution of the estimation problem. An illustrative example proving the efficiency of the method is given.
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Original Russian Text © Yu.G. Bulychev, A.V. Eliseev, 2007, published in Izvestiya Akademii Nauk, Teoriya i Sistemy Upravleniya, 2007, No. 2, pp. 57–64.
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Bulychev, Y.G., Eliseev, A.V. An algorithm of measurement processing for piecewise continuous noise. J. Comput. Syst. Sci. Int. 46, 218–226 (2007). https://doi.org/10.1134/S1064230707020074
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DOI: https://doi.org/10.1134/S1064230707020074